Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.691718 0.784035 0.889487 1.020059 1.179093 1.368756 1.615539
2024-11-10 00:00:00+00:00 0.611943 0.731893 0.880071 1.080546 1.351185 1.714094 2.256688
2024-11-17 00:00:00+00:00 0.540656 0.672588 0.845403 1.095977 1.464086 2.010735 2.941619
2024-11-24 00:00:00+00:00 0.484120 0.621660 0.810684 1.101352 1.561522 2.313045 3.770365
2024-12-01 00:00:00+00:00 0.425050 0.558462 0.748382 1.053650 1.565959 2.470086 4.433041
2024-12-08 00:00:00+00:00 0.378570 0.506987 0.695298 1.009751 1.565465 2.618778 5.172324
2024-12-15 00:00:00+00:00 0.356155 0.487547 0.686965 1.035386 1.691282 3.052866 6.889450
2024-12-22 00:00:00+00:00 0.345865 0.484728 0.703505 1.105506 1.919425 3.806195 10.298272
2024-12-29 00:00:00+00:00 0.328651 0.469064 0.696843 1.132648 2.069955 4.462883 14.453176
2025-01-05 00:00:00+00:00 0.310650 0.450179 0.682186 1.141816 2.184802 5.097630 19.936565
2025-01-12 00:00:00+00:00 0.292307 0.428941 0.660837 1.133946 2.258477 5.664372 26.839164
2025-01-19 00:00:00+00:00 0.270173 0.399533 0.621888 1.083972 2.215363 5.830986 31.789742
2025-01-26 00:00:00+00:00 0.259685 0.389930 0.619529 1.114759 2.403943 7.029351 54.236623
2025-02-02 00:00:00+00:00 0.252248 0.384849 0.624908 1.163856 2.665772 8.846677 114.762302
2025-02-09 00:00:00+00:00 0.240257 0.370668 0.611240 1.167107 2.796339 10.266475 227.499294
2025-02-16 00:00:00+00:00 0.228693 0.356304 0.595658 1.163176 2.905548 11.777870 524.230012
2025-02-23 00:00:00+00:00 0.212918 0.333158 0.560344 1.105239 2.813679 11.953664 815.225847
2025-03-02 00:00:00+00:00 0.199168 0.312908 0.529305 1.054019 2.732683 12.160311 1391.909920
2025-03-09 00:00:00+00:00 0.193540 0.307317 0.527769 1.078085 2.937689 14.929390 30016.747473
2025-03-16 00:00:00+00:00 0.192277 0.309757 0.543146 1.149876 3.368638 21.164256 NaN
2025-03-23 00:00:00+00:00 0.187331 0.304768 0.542094 1.176753 3.633724 27.077092 NaN
2025-03-30 00:00:00+00:00 0.181345 0.297338 0.534966 1.185126 3.824027 33.271818 NaN
2025-04-06 00:00:00+00:00 0.174564 0.287913 0.522552 1.175920 3.928270 38.984532 NaN